CRAN/E | adaHuber

adaHuber

Adaptive Huber Estimation and Regression

Installation

About

Huber-type estimation for mean, covariance and (regularized) regression. For all the methods, the robustification parameter tau is chosen by a tuning-free principle.

github.com/XiaoouPan/adaHuber
System requirements C++11

Key Metrics

Version 1.1
R ≥ 3.5.0
Published 2022-03-09 751 days ago
Needs compilation? yes
License GPL-3
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Maintainer

Maintainer

Xiaoou Pan

xip024@ucsd.edu

Authors

Xiaoou Pan

aut / cre

Wen-Xin Zhou

aut

Material

README
Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

R ≥ 3.5.0

Imports

Rcpp ≥ 1.0.3

LinkingTo

Rcpp
RcppArmadillo ≥ 0.9.850.1.0